NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 31-Jul-2015
Day Change Summary
Previous Current
30-Jul-2015 31-Jul-2015 Change Change % Previous Week
Open 49.77 49.45 -0.32 -0.6% 49.10
High 50.26 49.65 -0.61 -1.2% 50.46
Low 49.33 47.77 -1.56 -3.2% 47.75
Close 49.53 48.21 -1.32 -2.7% 48.21
Range 0.93 1.88 0.95 102.2% 2.71
ATR 1.62 1.64 0.02 1.2% 0.00
Volume 34,496 24,418 -10,078 -29.2% 140,468
Daily Pivots for day following 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 54.18 53.08 49.24
R3 52.30 51.20 48.73
R2 50.42 50.42 48.55
R1 49.32 49.32 48.38 48.93
PP 48.54 48.54 48.54 48.35
S1 47.44 47.44 48.04 47.05
S2 46.66 46.66 47.87
S3 44.78 45.56 47.69
S4 42.90 43.68 47.18
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 56.94 55.28 49.70
R3 54.23 52.57 48.96
R2 51.52 51.52 48.71
R1 49.86 49.86 48.46 49.34
PP 48.81 48.81 48.81 48.54
S1 47.15 47.15 47.96 46.63
S2 46.10 46.10 47.71
S3 43.39 44.44 47.46
S4 40.68 41.73 46.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.46 47.75 2.71 5.6% 1.58 3.3% 17% False False 28,093
10 52.45 47.75 4.70 9.7% 1.44 3.0% 10% False False 26,827
20 56.44 47.75 8.69 18.0% 1.73 3.6% 5% False False 26,881
40 62.87 47.75 15.12 31.4% 1.59 3.3% 3% False False 22,744
60 64.04 47.75 16.29 33.8% 1.61 3.3% 3% False False 20,650
80 65.03 47.75 17.28 35.8% 1.56 3.2% 3% False False 18,464
100 65.03 47.75 17.28 35.8% 1.60 3.3% 3% False False 16,490
120 65.03 47.75 17.28 35.8% 1.57 3.3% 3% False False 14,854
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.64
2.618 54.57
1.618 52.69
1.000 51.53
0.618 50.81
HIGH 49.65
0.618 48.93
0.500 48.71
0.382 48.49
LOW 47.77
0.618 46.61
1.000 45.89
1.618 44.73
2.618 42.85
4.250 39.78
Fisher Pivots for day following 31-Jul-2015
Pivot 1 day 3 day
R1 48.71 49.12
PP 48.54 48.81
S1 48.38 48.51

These figures are updated between 7pm and 10pm EST after a trading day.

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